Estimating Equations Inference With Missing Data

doi:10.1198/016214508000000535

CSpace > 应用数学研究所

	Estimating Equations Inference With Missing Data
	Zhou, Yong1,2 ; Wan, Alan T. K.3; Wang, Xiaojing 2
	2008-09-01
发表期刊	JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
ISSN	0162-1459
卷号	103 期号:483 页码:1187-1199
摘要	There is a large and growing body of literature on estimating equation (EE) as an estimation approach. One basic property of EE that has been universely adopted in practice is that of unbiasedness, and there are deep conceptual reasons why unbiasedness is a desirable EE characteristic. This article deals with inference from EEs generally leads to EEs that are biased and thus, violates a basic assumption of the EE approach. The main contribution of this article is that it goes beyond existing imputation methods and proposes a procedure whereby one mitigates the effects of missing data through a reformation of EEs imputed through a kernel regression method. These (modified) EEs then constitute a basis for inference by the generalized method of moments (GMM) and empirical likelihood (EL). Asymptotic properties of the GMM and EL estimators of the unknown parameters are derived and analyzed. Unlike most of the literature, which deals with missingness in either covariate values or response data, our method allows for missingness in both sets of variables. Another important strength of our approach is that it allows auxiliary information to be handled successfully. We illustrate the method using a well-known wormy-fruits dataset and data from a study on Duchenne muscular dystrophy detection and compare our results with several existing methods via a simulation study.
关键词	Empirical likelihood Estimating equations Generalized method of moments Kernel regression Missing at random Reduced dimension
DOI	10.1198/016214508000000535
语种	英语
资助项目	National Natural Science Foundation of China (NSFC)[10628104] ; National Natural Science Foundation of China (NSFC)[10731010] ; National Basic Research Progam[2007CB814902] ; Creative Research Groups of China[10721101] ; Hong Kong Research Grant Council[U 102807]
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000260193700029
出版者	AMER STATISTICAL ASSOC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/6977
专题	应用数学研究所
通讯作者	Zhou, Yong
作者单位	1.Shanghai Univ Finance & Econ, Dept Stat, Shanghai 200433, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 3.City Univ Hong Kong, Dept Management Sci, Kowloon, Hong Kong, Peoples R China
推荐引用方式 GB/T 7714	Zhou, Yong,Wan, Alan T. K.,Wang, Xiaojing. Estimating Equations Inference With Missing Data[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,2008,103(483):1187-1199.
APA	Zhou, Yong,Wan, Alan T. K.,&Wang, Xiaojing.(2008).Estimating Equations Inference With Missing Data.JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,103(483),1187-1199.
MLA	Zhou, Yong,et al."Estimating Equations Inference With Missing Data".JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION 103.483(2008):1187-1199.